Open Access
August 2008 On the disconnection of a discrete cylinder by a biased random walk
David Windisch
Ann. Appl. Probab. 18(4): 1441-1490 (August 2008). DOI: 10.1214/07-AAP491

Abstract

We consider a random walk on the discrete cylinder (ℤ/Nℤ)d×ℤ, d≥3 with drift N in the ℤ-direction and investigate the large N-behavior of the disconnection time TNdisc, defined as the first time when the trajectory of the random walk disconnects the cylinder into two infinite components. We prove that, as long as the drift exponent α is strictly greater than 1, the asymptotic behavior of TNdisc remains N2d+o(1), as in the unbiased case considered by Dembo and Sznitman, whereas for α<1, the asymptotic behavior of TNdisc becomes exponential in N.

Citation

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David Windisch. "On the disconnection of a discrete cylinder by a biased random walk." Ann. Appl. Probab. 18 (4) 1441 - 1490, August 2008. https://doi.org/10.1214/07-AAP491

Information

Published: August 2008
First available in Project Euclid: 21 July 2008

zbMATH: 1148.60028
MathSciNet: MR2434177
Digital Object Identifier: 10.1214/07-AAP491

Subjects:
Primary: 60G50

Keywords: disconnection , discrete cylinder , Random walk

Rights: Copyright © 2008 Institute of Mathematical Statistics

Vol.18 • No. 4 • August 2008
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